9.86Open10.11Pre Close118 Volume452 Open Interest7.50Strike Price116.89KTurnover200.83%IV0.17%PremiumJan 17, 2025Expiry Date9.95Intrinsic Value100Multiplier20DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9779Delta0.0063Gamma1.74Leverage Ratio-0.0112Theta0.0040Rho1.70Eff Leverage0.0022Vega